trouble installing ubuntu. please help

Hey everyone.
So I'm trying to install Ubuntu onto my computer for the first time. I have the installation CD and when I start up my computer it doesn't go to the Ubuntu setup screen, it just loads windows as if there is nothing in the CD drive. It works fine with my other computer so the problem is not the install CD. Does anyone have any suggestions.

Go into your BIOS and set the bootup order so CD-rom drive is first. Now you should get the ubuntu setup screen and be able to format the hard disk and install. (last time i tried ubuntu my cd drive was dodgy and froze during installation, lost everything on my windows partition ).